+48.9%
MSFT vs DVA
+91.2%
-42.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.4% |
| 7D | -1.0% | +2.0% | -3.1% | -1.0% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | +22.1% | -7.7% | +29.8% | +22.0% |
| 6M | +20.6% | +20.0% | +0.6% | +21.3% |
| YTD | +2.3% | +61.1% | -58.8% | +3.1% |
| 1Y | -0.5% | +33.9% | -34.4% | +0.9% |
| All | +48.9% | +91.2% | -42.3% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling